Learn from my experience. I bought a new 2002 X in early 2003 and it had been sitting at the dealer quite a while. Had the same issue as you described and I tried many different waxes and such to get the paint to look right with no luck.

I recently posted about it here and a local XOC'er came over with his orbital buffer and some good polish and the paint literally looks way better than new.

But...since you just bought yours, go to the dealer and tell them you want it polished. Every dealer has a detailer and they can get it done for you. Make 'em do it!